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~person:"De Waegenaere, Anja"
~person:"Regis, Luca"
~subject:"Effizienz"
~subject:"Portfolio selection"
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Search: subject:"Lebensversicherung"
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Effizienz
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De Waegenaere, Anja
Regis, Luca
Gatzert, Nadine
16
Schmeiser, Hato
8
Hieber, Peter
7
Melʹnikov, Aleksandr V.
7
Chen, An
6
Gan, Guojun
6
Maurer, Raimond
6
Shevchenko, Pavel V.
6
Chodorow-Reich, Gabriel
5
Dhaene, Jan
5
Haddad, Valentin
5
Kwak, Minsuk
5
Luo, Xiaolin
5
Barigou, Karim
4
Ghent, Andra C.
4
Glazyrina, Anna
4
Gründl, Helmut
4
Hoermann, Gudrun
4
Horneff, Wolfram J.
4
Kümmerle, Ruth
4
Mahayni, Antje
4
Pitacco, Ermanno
4
Rogalla, Ralph
4
Rudolf, Markus
4
Ruß, Jochen
4
Sherris, Michael
4
Stevens, Ralph
4
Aase, Knut K.
3
Albrecht, Peter
3
Birouk, Omar
3
Bohnert, Alexander
3
Bouloux, Alain-Nicolas
3
Costabile, Massimo
3
Davis, E. Philip
3
Delong, Łukasz
3
Feng, Runhuan
3
Fergusson, Kevin
3
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ASTIN bulletin : the journal of the International Actuarial Association
1
CentER Discussion Paper Series
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Discussion paper / Center for Economic Research, Tilburg University
1
Insurance / Mathematics & economics
1
Risks : open access journal
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ECONIS (ZBW)
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1
Geographical Diversification and Longevity Risk Mitigation in Annuity Portfolios
De Rosa, Clemente
-
2019
This paper provides a method to assess the risk relief deriving from a foreign expansion by a life-insurance company. We build a parsimonious continuous-time model for longevity risk, that captures the dependence across different ages in domestic versus foreign populations. We provide three...
Persistent link: https://www.econbiz.de/10012857938
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2
Geographical diversification and longevity risk mitigation in annuity portfolios
De Rosa, Clemente
;
Luciano, Elisa
;
Regis, Luca
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
2
,
pp. 375-410
Persistent link: https://www.econbiz.de/10012523250
Saved in:
3
Special issue "Actuarial and financial risks in life insurance, pensions and household finance"
Regis, Luca
- In:
Risks : open access journal
5
(
2017
)
4
,
pp. 1-2
Persistent link: https://www.econbiz.de/10011783050
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4
Longevity Risk and Natural Hedge Potential in Portfolios of Life Insurance Products : The Effect of Investment Risk
Stevens, Ralph
-
2011
Payments of life insurance products depend on the uncertain future evolution of survival probabilities. This uncertainty is referred to as longevity risk. Existing literature shows that the effect of longevity risk on single life annuities can be substantial, and that there exists a (natural)...
Persistent link: https://www.econbiz.de/10013127855
Saved in:
5
Efficient versus inefficient hedging strategies in the presence of financial and longevity (value at) risk
Luciano, Elisa
;
Regis, Luca
- In:
Insurance / Mathematics & economics
55
(
2014
),
pp. 68-77
Persistent link: https://www.econbiz.de/10010366205
Saved in:
6
Longevity risk and natural hedge potential in portfolios of life insurance products : the effect of investment risk
Stevens, Ralph
;
De Waegenaere, Anja
;
Melenberg, Bertrand
-
2011
Persistent link: https://www.econbiz.de/10008988371
Saved in:
7
Longevity risk
De Waegenaere, Anja
;
Melenberg, Bertrand
;
Stevens, Ralph
- In:
De economist : Netherlands economic review ; quarterly …
158
(
2010
)
2
,
pp. 151-192
Persistent link: https://www.econbiz.de/10009299705
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